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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
433Quantpedia Premium (Buy Premium account to see this strategy)         
434Quantpedia Premium (Buy Premium account to see this strategy)         
5FX Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2010227.49%9.7%-34.55%0.77
8Currency Momentum FactorcurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2010226.48%10%-21.63%0.65
9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2010228%9%-18%1
47Quantpedia Premium (Buy Premium account to see this strategy)         
48Quantpedia Premium (Buy Premium account to see this strategy)         
72Quantpedia Premium (Buy Premium account to see this strategy)         
99Quantpedia Premium (Buy Premium account to see this strategy)         
103Quantpedia Premium (Buy Premium account to see this strategy)         
120Quantpedia Premium (Buy Premium account to see this strategy)         
121Quantpedia Premium (Buy Premium account to see this strategy)         
129Dollar Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1983-2009275.6%8.53%0%0.66
149Quantpedia Premium (Buy Premium account to see this strategy)         
150Quantpedia Premium (Buy Premium account to see this strategy)         
166Quantpedia Premium (Buy Premium account to see this strategy)         
183Quantpedia Premium (Buy Premium account to see this strategy)         
184Quantpedia Premium (Buy Premium account to see this strategy)         
215Quantpedia Premium (Buy Premium account to see this strategy)         
219Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 70 Free and 376 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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